+644.6%
VRT vs IYR
+29.8%
+614.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +13.6% | -0.4% | +14.0% | +13.8% |
| 30D | +6.8% | -2.5% | +9.3% | +7.9% |
| 3M | -3.2% | +1.5% | -4.7% | -5.0% |
| 6M | +20.3% | +3.9% | +16.5% | +16.5% |
| YTD | +79.6% | +9.5% | +70.1% | +68.6% |
| 1Y | +139.0% | +7.5% | +131.5% | +126.4% |
| 3Y | +644.6% | +30.8% | +613.8% | +553.7% |
| All | +644.6% | +29.8% | +614.8% | +553.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling